Depo shot help?

So I've been having bad problems with anemia and I have very heavy period which made it worse. The doctor decided to give me a big dose of the depo shot to stop the bleeding for awhile. I missed my period but lately that wasn't uncommon (heavy, over 2 week long periods and then none at all) so after a week of waiting it never showed and I got the depo shot. Since then I felt much better but was also having unprotected sex. Then recently (about a month and a half since the shot) I began to feel weird and I couldn't explain it but I thought could I be pregnant??? And then I began to cramp. Cramps so bad I almost felt I needed medical attention. Then I began to spot. The cramps got even worse and I began to bleed more and then after a few days it was over but my uterus is sore and feels different.

Any ideas why? Is this normal???

Thanks to anyone that takes the time to read this and help me out.